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作者:DORFMAN, AH; HALL, P
作者单位:Australian National University
摘要:This paper considers estimators of the distribution function of a variable over a finite population, when a sample of units is available and values of a related auxiliary variable are known for the whole population. Theory is offered for several estimators which rely on nonparametric regression, and for calibration estimators which require a parametric model.
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作者:DETTE, H
摘要:We consider a model robust version of the c-optimality criterion minimizing a weighted product with factors corresponding to the variances of the least squares estimates for linear combinations of the parameters in different models. A generalization of Elfving's theorem is proved for the optimal designs with respect to this criterion by an application of an equivalence theorem for mixtures of optimality criteria. As a special case an Elfving theorem for the D-optimal design problem is obtained...
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作者:HALL, P
摘要:Optimal local smoothing of a curve estimator requires knowledge of various derivatives of the curve in the neighbourhood of the point at which estimation is being conducted. One empirical approach to selecting the amount of smoothing is to employ pilot estimators to approximate those derivatives, and substitute the approximate values into an analytical formula for the desired local bandwidth. In the present paper we study how bandwidth choice for the pilot estimators affects the performance of...
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作者:DETTE, H; STUDDEN, WJ
作者单位:Purdue University System; Purdue University
摘要:In the usual linear model y = theta'f(x) we consider the E-optimal design problem. A sequence of generalized Elfving sets R(k) subset-or-equal-to R(nxk) (where n is the number of regression functions) is introduced and the corresponding in-ball radii are investigated. It is shown that the E-optimal design is an optimal design for A'theta, where A is-an-element-of R(nxn) is any in-ball vector of a generalized Elfving set R(n) subset-or-equal-to R(nxn). The minimum eigenvalue of the E-optimal de...
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作者:SIEGMUND, D
摘要:A model for sequential clinical trials involving three treatments is proposed and various error probabilities are defined. A specific procedure involving a concatenation of repeated significance tests is studied in detail. The first phase of testing proceeds until at least one treatment is eliminated; and then a second phase is used to compare the remaining treatments. Analytic approximations to the operating characteristics of the test are derived and compared with the results of a Monte Carl...
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作者:BREIMAN, L; TSUR, Y; ZEMEL, A
作者单位:University of Minnesota System; University of Minnesota Twin Cities; Ben-Gurion University of the Negev
摘要:A simple and tractable iterative least squares estimation procedure for censored regression models with known error distributions is analyzed. It is found to be equivalent to a well-defined Huber type M-estimate. Under a regularity condition, the algorithm converges geometrically to a unique solution. The resulting estimate is square-root N-consistent and asymptotically normal.
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作者:SCHICK, A
摘要:In this paper we consider the regression model with smooth regression function and smooth error and covariate distributions. We study how well one can estimate functionals of the regression function which may also depend on the distribution of the covariate. This is done by deriving the efficient influence functions of least dispersed regular estimators of such functionals under various assumptions on the parameters of our model. Then we demonstrate how efficient estimates can be constructed. ...
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作者:ABADIR, KM
摘要:The limiting distribution of the normalized autocorrelation coefficient in the case of a unit root is given in a closed form. It is found that high order transcendental functions such as the parabolic cylinder functions are indispensable to express this distribution, thus departing from the simple standard normal distribution that arises in the case of a stable root. Using the formulae derived in this paper, some numerical results available from previous studies are then extended and refined. ...
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作者:GU, MG; ZHANG, CH
作者单位:Rutgers University System; Rutgers University New Brunswick
摘要:This paper concerns self-consistent estimators for survival functions based on doubly censored data. We establish strong uniform consistency, asymptotic normality and asymptotic efficiency of the estimators under mild conditions on the distributions of the censoring variables.
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作者:GOODALL, CR; MARDIA, KV
作者单位:University of Leeds
摘要:We place shape theory in the setting of noncentral multivariate analysis, and thus provide a comprehensive view of shape distributions when landmark coordinates are Gaussian distributed. This work allows the statistical analysis of shape to be carried out using standard techniques of multivariate analysis. The paper includes some new results in all dimensions and a general Gaussian approximation to the size-and-shape distribution. We also discuss some inference problems and give a numerical ex...